Right now it is impossible to select a value from the activity name filtering field ( there is only a activity name search which is not useful do the nature of how product manager name their activities)
It should be possible to select activities from a dropdown list to filter the results in the report output.
Thank you for this feedback. We recently introduced the ability to filter on feature name, which will allow you to select specific features within your report. We hope this will enable you to customize the report to your needs.